+760.1%
COST vs AVAV
+315.4%
+444.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +1.5% |
| 7D | +5.0% | +4.2% | +0.8% | +4.6% |
| 30D | +12.8% | -2.6% | +15.4% | +12.7% |
| 3M | +15.2% | -38.0% | +53.1% | +19.2% |
| 6M | +7.4% | -27.0% | +34.4% | +8.6% |
| YTD | +29.0% | -51.4% | +80.5% | +33.9% |
| 1Y | +20.3% | -60.2% | +80.5% | +27.0% |
| 3Y | +99.0% | -6.7% | +105.7% | +85.1% |
| 5Y | +125.7% | +28.3% | +97.4% | +97.0% |
| All | +760.1% | +315.4% | +444.7% | +549.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AVAV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling